I have
worked in investment banking for 15 years.I have performed a wide variety of functions, including trading a large
equity options book, structuring and negotiating deals with clients and
lawyers, developing and implementing equity and interest rate financial models
used for front office trading and risk management, leading numerous significant
software development projects, and managing a consortium of 7 large banks and
dealers through launch of a new common internet application.This diversity in my experience demonstrates
some of my key strengths: adaptability and problem solving.I have always prided myself on my ability to
understand and master the complexities of disparate problems, and to solve them using innovative and imaginative solutions.

Work Experience

Vice President and Director, TD Securities, July
2004-April 2007, June 2008-present.

Global
Equities Derivatives

!Chief architect for
the Fundamental Pricing Framework underpinning the global equity derivatives
business. FX business, and precious metals
options business at TD.Responsibilities
include ensuring integrity, stability, scalability, maintainability, and
flexibility of our pricing framework.The framework is used: within Excel addins
used by the trading desk; within the book-of-record booking and back-office
system (Murex); and by risk management within a Riskwatch
environment.

!Directed the
coupling of this pricing framework into TD’s
book-of-record system Murex.

!Worked on Lynx, which is an in-house
developed front-to-back office system for derivatives.Lynx integrated derivatives pricing, risk
management, trader book-running functionality, data-base booking (FO to BO),
across equity, interest-rate, credit, FX and emerging markets derivatives.My work touched on most aspects of the
system, but was primarily centred around the credit,
FX and emerging markets businesses.Lynx
uses Excel as a front-end interface, allowing exceptionally fast development of
new product interfaces, but internally is written in C++ with extensive
data-base linkage.Data base types dealt
with include MySQL, Sybase, SQLite.

Parenting 101, 2002–2004.I took a 2 year sabbatical to spend time as
primary care-giver for my family of 3 young boys and start a cottage rental
business.

Associate
Director, Scotia Capital, 1995–2002.

Bond Index and Equity Derivatives

!Was primary person responsible for Equity
Derivatives Front Office Infrastructure, including systems, pricing models, and
process design and implementation.Models implemented and used varied from simple forwards and options to
Asian basket options with look-back features priced using Monte-Carlo models.

!Sole book-runner for Bond Index Derivatives
Book — $2 billion notional of index swaps generating $2 million P&L
annually.Responsibilities included
pricing, funding, contract vetting, process design and implementation. I also
built the systems infrastructure for much of this business.

!Primary book-runner forUS Single Stock Business.Responsibilities included structuring,
vetting contracts, co-ordinating execution, building
infrastructure, designing and implementing process. The business included
forwards, total return swaps, and stock monetization deals.

!Trader backup for Equity
Derivatives Options Book.I have
actively traded large US and Canadian equity options book.

Derivative Products/Analytics Group

!Financial Engineer
implementing and fine-tuning models – both interest rate and equity models –
for front office derivatives trading and pricing.Models included such simple things as
interest rate swaps and equity options, to more the
more complicated path-dependent interest rate models.All were implemented in C++ as part of a
back-end library which was linked into various front-end interfaces such as Algorithmic’sRiskWatch, ScotiaCapital’s proprietary Java deal booking system, Applix and Excel addins, and
other risk management systems.

!Designed and implemented Windows/Excel
infrastructure for front office derivatives pricing used by Capital Markets
Group in Toronto, London and NY.Excel addins
utilized VBA to access a DLL library of core C++ pricing functions.Interest rate data obtained from a Unix infrastructure via Samba server.

!Sole person responsible for producing RiskScape for the Web, an interactive program with a Java
front-end, and C++ back end, for stress testing large, complex derivative
portfolios and displaying the results as 3–D landscapes.

!Front office business and
technical liaison for production of ScotiaLive,
flagship web site for corporate debt issuance.Responsibilities included ensuring all
business, compliance and regulatory needs were satisfied.

!Managed CANissue,
a consortium of 7 large Canadian banks and dealers, during the development and
launch of new technology for our common Internet application used for corporate
bond issuance.

!StanfordUniversity
Graduate Fellowship, 1985.Awarded the second highest entrance scholarship (tuition and full
support) in the mathematics department for the year I entered.(The 13 entering students came from 11
different countries throughout the world.)

!Honorable
Mention (37th), William Lowell Putnam Competition, 1983.Mathematics competition
written by the best undergraduate mathematics students from most universities
in North America and many better universities
throughout the world.

!N.S.E.R.C. Postdoctoral Fellowship, 1993-1995.One of only two such fellowships awarded to
mathematics Ph.D.’s at the University
of Toronto in my
graduating year.

!University of Toronto
Open Scholarship, 1990. (Not taken.)

!N.S.E.R.C. Postgraduate Scholarship, 1986-1991.

!Ontario
Graduate Scholarship, 1985. (Not taken).

!1983–1985.3 times N.S.E.R.C. Summer Research Fellow, University of Waterloo.

!University
of Waterloo
Descartes Entrance Scholarship, 1980-1982.

!High placement in many
national and international mathematics competitions.Every year from grade 9 up to my 4th
year in University, I placed in the top ten for my age in some national or
international contest, some of which were written by invitation only.